Sample initial number of changepoints.

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Description

This function samples the initial number of changepoints from a sparse Poisson prior.

Usage

1
sampleK(mini, maxi, lambda, nb)

Arguments

mini

Minimum value.

maxi

Maximum value.

lambda

Parameter of the Poisson distribution.

nb

Number of values to sample.

Value

The sampled number of changepoints.

Author(s)

Sophie Lebre

References

For more information on the prior choice and sampling, see:

Dondelinger et al. (2012), "Non-homogeneous dynamic Bayesian networks with Bayesian regularization for inferring gene regulatory networks with gradually time-varying structure", Machine Learning.

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